strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraAttack_20250819_151541
0 multin_zz1000_71001_barra_nonlinearsize_botG 143.09 171.49 152.88 189.70 152.88 51.66 -88.83 -196.31 -359.50
1 multin_zz1000_71001_barra_size_botG 143.09 171.49 152.88 189.70 152.88 51.66 -88.83 -196.31 -359.50
2 multin_zz1000_71001_barra_growth_botG 66.11 94.50 75.89 112.71 75.89 -25.32 -165.81 -273.29 -436.48
3 multin_zz1000_71001_barra_beta_topG 55.45 83.85 65.24 102.06 65.24 -35.97 -176.46 -283.94 -447.14
4 multin_zz1000_71001_barra_residualvolatility_botG 52.91 81.31 62.70 99.52 62.70 -38.52 -179.01 -286.49 -449.68
5 multin_zz1000_71001_barra_liquidity_topG 29.55 57.95 39.33 76.15 39.33 -61.88 -202.37 -309.85 -473.04
6 multin_zz1000_71001_barra_momentum_botG 26.80 55.20 36.58 73.40 36.58 -64.63 -205.12 -312.60 -475.79
7 multin_zz1000_71001_barra_earningsyield_botG 26.44 54.84 36.23 73.05 36.23 -64.98 -205.47 -312.95 -476.15
8 multin_zz1000_71001_barra_btop_botG 6.28 34.68 16.07 52.89 16.07 -85.15 -225.64 -333.11 -496.31
9 multin_zz1000_71001_barra_leverage_botG 4.72 33.12 14.51 51.33 14.51 -86.71 -227.20 -334.68 -497.87